protected internal override void OnEquity(double equity)
{
if (this.longAccValue == 0 && this.shortAccValue == 0)
{
this.longAccValue = this.shortAccValue = this.portfolio.AccountValue;
}
var longValue = this.longAccValue;
var shortValue = this.shortAccValue;
foreach (var position in this.portfolio.Positions)
{
var value = position.Value;
if (position.Side == PositionSide.Long)
{
longValue += value;
}
else
{
shortValue -= value;
}
}
this.longEquityMax = Max(longValue, this.longEquityMax);
this.shortEquityMax = Max(shortValue, this.shortEquityMax);
this.totalEquityMax = Max(equity, this.totalEquityMax);
this.longValue = longValue - this.longEquityMax;
this.shortValue = shortValue - this.shortEquityMax;
this.totalValue = equity - this.totalEquityMax;
LongValues.Add(Clock.DateTime, this.longValue);
ShortValues.Add(Clock.DateTime, this.shortValue);
TotalValues.Add(Clock.DateTime, this.totalValue);
Emit();
}
protected internal override void OnStatistics(PortfolioStatisticsItem statistics)
{
if (statistics.Type == this.type)
{
bool changed = false;
if (statistics.LongValues.Count > LongValues.Count)
{
this.longAvg = (this.longAvg * LongValues.Count + statistics.LongValue) / (LongValues.Count + 1);
this.longValue = GetStdDev(statistics.LongValues, this.longAvg);
LongValues.Add(Clock.DateTime, LongValue);
changed = true;
}
if (statistics.ShortValues.Count > this.shortValues.Count)
{
this.shortAvg = (this.shortAvg * this.shortValues.Count + statistics.ShortValue) / (ShortValues.Count + 1);
this.shortValue = GetStdDev(statistics.ShortValues, this.shortAvg);
ShortValues.Add(Clock.DateTime, this.shortValue);
changed = true;
}
if (statistics.TotalValues.Count > this.totalValues.Count)
{
this.totalAvg = (this.totalAvg * this.totalValues.Count + statistics.TotalValue) / (TotalValues.Count + 1);
this.totalValue = GetStdDev(statistics.TotalValues, this.totalAvg);
TotalValues.Add(Clock.DateTime, this.totalValue);
changed = true;
}
if (changed)
{
Emit();
}
}
}
protected internal override void OnStatistics(PortfolioStatisticsItem statistics)
{
var changed = false;
if (statistics.Type == PortfolioStatisticsType.GrossProfit)
{
this.grossProfit = statistics;
changed = true;
}
if (statistics.Type == PortfolioStatisticsType.GrossLoss)
{
this.grossLoss = statistics;
changed = true;
}
if (changed)
{
this.longValue = this.shortValue = this.totalValue = 0;
if (this.grossProfit != null)
{
this.longValue += this.grossProfit.LongValue;
this.shortValue += this.grossProfit.ShortValue;
this.totalValue += this.grossProfit.TotalValue;
}
if (this.grossLoss != null)
{
this.longValue += this.grossLoss.LongValue;
this.shortValue += this.grossLoss.ShortValue;
this.totalValue += this.grossLoss.TotalValue;
}
LongValues.Add(Clock.DateTime, this.longValue);
ShortValues.Add(Clock.DateTime, this.shortValue);
TotalValues.Add(Clock.DateTime, this.totalValue);
Emit();
}
}
protected internal override void OnStatistics(PortfolioStatisticsItem statistics)
{
if (statistics.Type == PortfolioStatisticsType.NumOfWinTrades)
{
bool changed = false;
if (statistics.LongValue > this.longWinTrades)
{
this.longWinTrades = statistics.LongValue;
LongValues.Add(Clock.DateTime, this.longValue += 1.0);
changed = true;
}
if (statistics.ShortValue > this.shortWinTrades)
{
this.shortWinTrades = statistics.ShortValue;
ShortValues.Add(Clock.DateTime, this.shortValue += 1.0);
changed = true;
}
if (statistics.TotalValue > this.totalWinTrades)
{
this.totalWinTrades = statistics.TotalValue;
TotalValues.Add(Clock.DateTime, this.totalValue += 1.0);
changed = true;
}
if (changed)
{
Emit();
}
}
if (statistics.Type == PortfolioStatisticsType.NumOfLossTrades)
{
bool changed = false;
if (statistics.LongValue > this.longLossTrades)
{
this.longLossTrades = statistics.LongValue;
this.longValue = 0;
LongValues.Add(Clock.DateTime, 0);
changed = true;
}
if (statistics.ShortValue > this.shortLossTrades)
{
this.shortLossTrades = statistics.ShortValue;
this.shortValue = 0;
ShortValues.Add(Clock.DateTime, 0);
changed = true;
}
if (statistics.TotalValue > this.totalLossTrades)
{
this.totalLossTrades = statistics.TotalValue;
this.totalValue = 0;
TotalValues.Add(Clock.DateTime, 0);
changed = true;
}
if (changed)
{
Emit();
}
}
}
protected internal override void OnStatistics(PortfolioStatisticsItem statistics)
{
if (statistics.Type == PortfolioStatisticsType.DailyReturnPercentStdDev)
{
this.totalValue = this.AnnualizedFactor * statistics.TotalValue;
TotalValues.Add(Clock.DateTime, this.totalValue);
Emit();
}
}
protected internal override void OnStatistics(PortfolioStatisticsItem statistics)
{
if (statistics.Type == 66)
{
this.totalValue = statistics.TotalValue * AnnualizedFactor;
TotalValues.Add(Clock.DateTime, this.totalValue);
Emit();
}
}
protected internal override void OnStatistics(PortfolioStatisticsItem statistics)
{
if (statistics.Type == PortfolioStatisticsType.AnnualReturn)
{
this.totalValue = Pow(1 + Enumerable.Range(0, statistics.TotalValues.Count).Sum(i => statistics.TotalValues[i]) / this.initial, 1.0 / statistics.TotalValues.Count) - 1;
TotalValues.Add(Clock.DateTime, this.totalValue);
Emit();
}
}
protected internal override void OnStatistics(PortfolioStatisticsItem statistics)
{
if (statistics.Type == PortfolioStatisticsType.DailyDownsideRisk)
{
this.totalValue = AnnualizedFactor * statistics.TotalValue;
TotalValues.Add(Clock.DateTime, this.totalValue);
Emit();
}
}
protected internal override void OnInit()
{
this.shortValue = 1;
this.longValue = 1;
this.totalValue = 1;
LongValues.Add(Clock.DateTime, this.longValue);
ShortValues.Add(Clock.DateTime, this.shortValue);
TotalValues.Add(Clock.DateTime, this.totalValue);
Subscribe(PortfolioStatisticsType.NetProfit);
Subscribe(PortfolioStatisticsType.MaxDrawdown);
}
protected internal override void OnInit()
{
this.shortValue = 1;
this.longValue = 1;
this.totalValue = 1;
LongValues.Add(Clock.DateTime, this.longValue);
ShortValues.Add(Clock.DateTime, this.shortValue);
TotalValues.Add(Clock.DateTime, this.totalValue);
base.Subscribe(PortfolioStatisticsType.GrossProfit);
base.Subscribe(PortfolioStatisticsType.GrossLoss);
}
protected internal override void OnInit()
{
this.shortValue = 1;
this.longValue = 1;
this.totalValue = 1;
LongValues.Add(Clock.DateTime, this.longValue);
ShortValues.Add(Clock.DateTime, this.shortValue);
TotalValues.Add(Clock.DateTime, this.totalValue);
Subscribe(PortfolioStatisticsType.AvgWinTrade);
Subscribe(PortfolioStatisticsType.AvgLossTrade);
}
protected internal override void OnStatistics(PortfolioStatisticsItem statistics)
{
if (statistics.Type == this.type)
{
this.longValue = Max(this.longValue, statistics.LongValue);
LongValues.Add(Clock.DateTime, this.longValue);
this.shortValue = Max(this.shortValue, statistics.ShortValue);
ShortValues.Add(Clock.DateTime, this.shortValue);
this.totalValue = Max(this.totalValue, statistics.TotalValue);
TotalValues.Add(Clock.DateTime, this.totalValue);
Emit();
}
}
protected internal override void OnRoundTrip(TradeInfo trade)
{
if (trade.IsLong)
{
LongValues.Add(Clock.DateTime, this.longValue += 1);
}
else
{
ShortValues.Add(Clock.DateTime, this.shortValue += 1);
}
TotalValues.Add(Clock.DateTime, this.totalValue += 1);
Emit();
}
protected internal override void OnRoundTrip(TradeInfo trade)
{
if (trade.IsLong)
{
this.longValue = trade.NetPnL;
LongValues.Add(Clock.DateTime, this.longValue);
}
else
{
this.shortValue = trade.NetPnL;
ShortValues.Add(Clock.DateTime, this.shortValue);
}
this.totalValue = trade.NetPnL;
TotalValues.Add(Clock.DateTime, this.totalValue);
Emit();
}
protected internal override void OnStatistics(PortfolioStatisticsItem statistics)
{
if (statistics.Type == PortfolioStatisticsType.DailyReturnPercent)
{
this.sumsq += Pow(Max(0, statistics.TotalValue - Threshold), 2);
if (statistics.TotalValue < 0)
{
this.count++;
}
if (this.count > 0)
{
this.totalValue = Sqrt(this.sumsq / this.count);
TotalValues.Add(Clock.DateTime, this.totalValue);
Emit();
}
}
}
public async Task <TotalValues> TotalValues()
{
using (var context = new DataContext())
{
TotalValues totalValues = new TotalValues();
totalValues.TotalDeaths = await context.CountryDetails.SumAsync(x => x.Death);
totalValues.TotalCure = await context.CountryDetails.SumAsync(x => x.Cure);
totalValues.TotalPatient = await context.CountryDetails.SumAsync(x => x.Patient);
totalValues.Total = totalValues.TotalCure + totalValues.TotalDeaths + totalValues.TotalPatient;
return(totalValues);
}
}
protected internal override void OnEquity(double equity)
{
if (this.dateTime == DateTime.MinValue)
{
this.dateTime = Clock.DateTime;
this.initial = equity;
}
if (Clock.DateTime.Year > this.dateTime.Year)
{
if (this.initial != 0)
{
this.totalValue = (equity - this.initial) / this.initial;
TotalValues.Add(Clock.DateTime, this.totalValue);
Emit();
}
this.dateTime = Clock.DateTime;
this.initial = equity;
}
}
protected internal override void OnStatistics(PortfolioStatisticsItem statistics)
{
bool changed = false;
if (statistics.Type == PortfolioStatisticsType.AvgWinTrade)
{
this.avgWinTrades = statistics;
changed = true;
}
if (statistics.Type == PortfolioStatisticsType.AvgLossTrade)
{
this.avgLossTrades = statistics;
changed = true;
}
if (changed && this.avgWinTrades != null && this.avgLossTrades != null)
{
bool updated = false;
if (this.avgLossTrades.LongValue != 0)
{
this.longValue = Abs(this.avgWinTrades.LongValue / this.avgLossTrades.LongValue);
LongValues.Add(Clock.DateTime, this.longValue);
updated = true;
}
if (this.avgLossTrades.ShortValue != 0.0)
{
this.shortValue = Math.Abs(this.avgWinTrades.ShortValue / this.avgLossTrades.ShortValue);
ShortValues.Add(Clock.DateTime, this.shortValue);
updated = true;
}
if (this.avgLossTrades.TotalValue != 0.0)
{
this.totalValue = Abs(this.avgWinTrades.TotalValue / this.avgLossTrades.TotalValue);
TotalValues.Add(Clock.DateTime, this.totalValue);
updated = true;
}
if (updated)
{
Emit();
}
}
}
protected internal override void OnStatistics(PortfolioStatisticsItem statistics)
{
bool changed = false;
if (statistics.Type == PortfolioStatisticsType.NumOfWinTrades)
{
this.numOfWinTrades = statistics;
changed = true;
}
if (statistics.Type == PortfolioStatisticsType.NumOfTrades)
{
this.numOfTrades = statistics;
changed = true;
}
if (changed && this.numOfWinTrades != null && this.numOfTrades != null)
{
bool updated = false;
if (this.numOfTrades.LongValue != 0)
{
this.longValue = this.numOfWinTrades.LongValue / this.numOfTrades.LongValue;
LongValues.Add(Clock.DateTime, this.longValue);
updated = true;
}
if (this.numOfTrades.ShortValues.Count != 0)
{
this.shortValue = this.numOfWinTrades.ShortValue / this.numOfTrades.ShortValue;
ShortValues.Add(Clock.DateTime, this.shortValue);
updated = true;
}
if (this.numOfTrades.TotalValues.Count != 0)
{
this.totalValue = this.numOfWinTrades.TotalValue / this.numOfTrades.TotalValue;
TotalValues.Add(Clock.DateTime, this.totalValue);
updated = true;
}
if (updated)
{
Emit();
}
}
}
protected internal override void OnStatistics(PortfolioStatisticsItem statistics)
{
bool changed = false;
if (statistics.Type == PortfolioStatisticsType.NetProfit)
{
this.netProfit = statistics;
changed = true;
}
if (statistics.Type == PortfolioStatisticsType.MaxDrawdown)
{
this.maxDrawdown = statistics;
changed = true;
}
if (changed && this.netProfit != null && this.maxDrawdown != null)
{
bool updated = false;
if (this.maxDrawdown.LongValue != 0)
{
this.longValue = Abs(this.netProfit.LongValue / this.maxDrawdown.LongValue);
LongValues.Add(Clock.DateTime, this.longValue);
updated = true;
}
if (this.maxDrawdown.ShortValue != 0)
{
this.shortValue = Abs(this.netProfit.ShortValue / this.maxDrawdown.ShortValue);
ShortValues.Add(Clock.DateTime, this.shortValue);
updated = true;
}
if (this.maxDrawdown.TotalValue != 0)
{
this.totalValue = Math.Abs(this.netProfit.TotalValue / this.maxDrawdown.TotalValue);
TotalValues.Add(Clock.DateTime, this.totalValue);
updated = true;
}
if (updated)
{
Emit();
}
}
}
protected internal override void OnStatistics(PortfolioStatisticsItem statistics)
{
bool changed = false;
if (statistics.Type == PortfolioStatisticsType.GrossProfit)
{
this.grossProfit = statistics;
changed = true;
}
if (statistics.Type == PortfolioStatisticsType.GrossLoss)
{
this.grossLoss = statistics;
changed = true;
}
if (changed && this.grossProfit != null && this.grossLoss != null)
{
bool updated = false;
if (this.grossLoss.LongValue != 0)
{
this.longValue = this.grossProfit.LongValue / -this.grossLoss.LongValue;
LongValues.Add(base.Clock.DateTime, this.longValue);
updated = true;
}
if (this.grossLoss.ShortValue != 0)
{
this.shortValue = this.grossProfit.ShortValue / -this.grossLoss.ShortValue;
ShortValues.Add(Clock.DateTime, this.shortValue);
updated = true;
}
if (this.grossLoss.TotalValue != 0.0)
{
this.totalValue = this.grossProfit.TotalValue / -this.grossLoss.TotalValue;
TotalValues.Add(Clock.DateTime, this.totalValue);
updated = true;
}
if (updated)
{
Emit();
}
}
}
protected internal override void OnStatistics(PortfolioStatisticsItem statistics)
{
var changed = false;
if (statistics.Type == PortfolioStatisticsType.CompoundAnnualGrowthRate)
{
this.cagr = statistics;
changed = true;
}
if (statistics.Type == PortfolioStatisticsType.MaxDrawdownPercent)
{
this.maxDrawdownPercent = statistics;
changed = true;
}
if (changed && this.cagr != null && this.maxDrawdownPercent != null && this.maxDrawdownPercent.TotalValue != 0)
{
this.totalValue = Abs(this.cagr.TotalValue / this.maxDrawdownPercent.TotalValue);
TotalValues.Add(Clock.DateTime, this.totalValue);
Emit();
}
}
protected internal override void OnStatistics(PortfolioStatisticsItem statistics)
{
bool changed = false;
if (statistics.Type == PortfolioStatisticsType.AvgAnnualReturnPercent)
{
this.avgReturnPercent = statistics;
changed = true;
}
if (statistics.Type == PortfolioStatisticsType.AnnualDownsideRisk)
{
this.downsideRisk = statistics;
changed = true;
}
if (changed && this.avgReturnPercent != null && this.downsideRisk != null && this.downsideRisk.TotalValue != 0)
{
this.totalValue = (this.avgReturnPercent.TotalValue - RiskFreeReturn) / this.downsideRisk.TotalValue;
TotalValues.Add(Clock.DateTime, this.totalValue);
Emit();
}
}
private void fillTotalValues(properties props)
{
TotalValues.Collection.Clear(); //don't want duplicate elements
#region TotalValues members
var tv1 = new TotalValues("Leisure", props.leisure.totalLeisure, "Szórakozás");
// var tv2 = new TotalValues("Income", props.totalIncome, "Bevétel");
var tv3 = new TotalValues("Media", props.media.TotalMedia, "Média");
var tv4 = new TotalValues("Housing", props.housing.TotalHousing, "Lakhatás");
var tv5 = new TotalValues("PublicUtils", props.publicUtils.TotalPublicUtils, "Közművek");
var tv6 = new TotalValues("Transportation", props.transportation.TotalTransportation, "Közlekedés");
var tv7 = new TotalValues("Household", props.household.TotalHousehold, "Háztartás");
var tv8 = new TotalValues("Foods", props.food.TotalFoods, "Élelmiszer");
var tv9 = new TotalValues("Children", props.children.TotalChildren, "Gyermekek");
var tv10 = new TotalValues("Savings", props.savings.TotalSavings, "Megtakarítások");
var tv11 = new TotalValues("Insurances", props.insurances.TotalInsurances, "Biztosítások");
var tv12 = new TotalValues("Others", props.others.TotalOthers, "Egyéb kiadások");
propGrid.Refresh();
propGridCustom.Refresh();
var customCollection = new TotalValues("Custom", myProperties.TotalValue, "Saját kiadások");
TotalValues.Collection.Add(tv1);
TotalValues.Collection.Add(customCollection); //tv2
TotalValues.Collection.Add(tv3);
TotalValues.Collection.Add(tv4);
TotalValues.Collection.Add(tv5);
TotalValues.Collection.Add(tv6);
TotalValues.Collection.Add(tv7);
TotalValues.Collection.Add(tv8);
TotalValues.Collection.Add(tv9);
TotalValues.Collection.Add(tv10);
TotalValues.Collection.Add(tv11);
TotalValues.Collection.Add(tv12);
#endregion
updateLabels();
}